The deaths appeared to be a multiple murder-suicide, South Lake Minnetonka interim Police Chief Mike Siitari told the Star-Tribune.

He declined to name the family, but records show the multi-million dollar home was owned by Brian and Karen Short, the newspaper reported. The couple had three children: Cole, 17, Madison, 15, and Brooklyn, 14, who all attended a nearby high school.

After one of Brian Short's co-workers told police that no one had seen the family in days, officers went to check on the family at 12.21pm on Thursday. The children had not been at school for two days.

Officers found the bodies in different rooms around the house, police said. Siitari said he had never seen such a grim crime scene in his entire career.

Speaking to The Associated Press, he said that he would not be releasing further information about how they died.

Siitari said the Hennepin County Sheriff's Office was processing a "complex crime scene."

"Obviously it's an extremely tragic event and it's going to take some time to sort through," he said.

Brian Short was the founder of AllNurses.com, a resource portal for nurses.